Iowa City, IA 52242-1000
United States
http://andrlikova.com
University of Iowa - Department of Finance
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COVID-19 pandemic, equity term structure, US industry performance, consumption shocks
Asset Price bubbles, Markets
Innovation, incentives, skin in the game, executive compensation, option plans, bank distress
contemporaneous cash flow risk, safe asset characteristics, hedging consumption shocks, preference shocks, recession indicator
Idiosyncratic volatility puzzle, Bayesian updating, asymmetric signal precision, firm underperformance
Idiosyncratic volatility, Bayesian updating, incomplete information, uncertainty, firm profitability.
Foreign Exchange, Market Microstructure, Information, Volatility
Equity term structure, TFP news shock, equity yields, dividend growth, discount rate
crisis dynamics, recessions, business cycles, asset pricing, output growth, new priced risk
International Asset Pricing, Asymmetric Dependence, State-Dependent Return Correlations
REITs; Asymmetric dependence; Asset pricing; Tail risk; downside risk; B; Jadj